Tax-Loss Trading and Wash Sales

Mark Grinblatt and Matti Keloharju

Yale School of Management Working Papers from Yale School of Management

Abstract: An analysis of Finnish investors' stock trades shows that they realize losses more than gains towards the end of December. Moreover, they repurchase the same stocks recently sold. The repurchase rate depends on loss magnitude, firm

Date: 2000-08-01, Revised 2002-11-01
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